+499.7%
SMTC vs Z
-32.8%
+532.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.1% | +11.3% | +9.8% |
| 7D | +12.7% | -3.0% | +15.7% | +13.6% |
| 30D | +22.0% | -4.2% | +26.2% | +21.8% |
| 3M | -12.7% | -3.7% | -9.0% | -13.8% |
| 6M | +64.8% | -24.5% | +89.3% | +77.4% |
| YTD | +100.7% | -49.3% | +150.0% | +153.1% |
| 1Y | +146.9% | -58.7% | +205.6% | +238.2% |
| All | +499.7% | -32.8% | +532.5% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling